Linear Models for Regression — Applied Machine Learning in Python

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# define and execute grid-search
# return training scores
grid = GridSearchCV(Ridge(), param_grid, return_train_score=True)
grid.fit(X_train, y_train)
print(grid.best_score_)
print(grid.best_params_)
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https://amueller.github.io/aml/02-supervised-learning/05-linear-models-regression.html